+200.6%
TGT vs ALB
+34.2%
+166.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | +2.6% | -3.6% | +6.2% | +3.2% |
| 30D | +6.6% | -2.9% | +9.5% | +7.0% |
| 3M | +5.2% | -25.8% | +31.1% | +10.3% |
| 6M | +35.3% | -53.6% | +88.9% | +52.7% |
| YTD | +70.3% | -32.4% | +102.7% | +77.0% |
| 1Y | +81.2% | -13.0% | +94.2% | +79.4% |
| 3Y | +66.9% | -15.0% | +81.9% | +54.9% |
| 5Y | -27.2% | -63.5% | +36.3% | -23.0% |
| All | +200.6% | +34.2% | +166.3% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling